Magnitude of the level jump by a random walk at the superposition of two renewal processes

DOI10.1007/BF01057420MaRDI QIDQ1079877zbMATH OpenOpenAlexFDO

Authors N. S. Bratijchuk, B. Pirliev

Publication date 1985

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01057420

zbMATH Keywords

superposition of two renewal processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Cites work

• scientific article; zbMATH DE number 3846609 (Why is no real title available?)
• scientific article; zbMATH DE number 3876338 (Why is no real title available?)
• scientific article; zbMATH DE number 3500818 (Why is no real title available?)
• scientific article; zbMATH DE number 3238093 (Why is no real title available?)
• On Ruin Problems for a Compound Poisson Process

Cited in

(6)

• scientific article; zbMATH DE number 3881617 (Why is no real title available?)
• scientific article; zbMATH DE number 3911432 (Why is no real title available?)
• scientific article; zbMATH DE number 3846609 (Why is no real title available?)
• scientific article; zbMATH DE number 3881616 (Why is no real title available?)
• Random walk with Poisson drift
• The limiting distribution of the time to attain the level for a random walk with reflection onto the superposition of two regeneration processes

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